Description

Function to download option chain data from
data providers.

Usage

1

Arguments

Symbols

The name of the underlying symbol.

Exp

One or more expiration dates, NULL, or an ISO-8601 style string.
If Exp is missing, only the front month contract will be returned.

src

Source of data. Currently only ‘yahoo’ is provided.

...

Additional parameters.

Details

This function is a wrapper to data-provider specific
APIs. By default the data is sourced from yahoo.

Value

A named list containing two data.frames, one
for calls and one for puts. If more than one
expiration was requested, this two-element list
will be contained within list of length length(Exp).
Each element of this list will be named with the expiration
month, day, and year (for Yahoo sourced data).

If Exp is set to NULL, all expirations
will be returned. Not explicitly setting will only
return the front month.